+2,581.4%
MULL vs AEIS
+145.4%
+2,436.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +7.2% |
| 7D | +14.8% | +6.5% | +8.3% | +3.3% |
| 30D | +36.6% | -9.2% | +45.7% | +57.8% |
| 3M | -8.9% | -8.3% | -0.5% | +17.0% |
| 6M | +311.9% | -6.3% | +318.3% | +382.5% |
| YTD | +579.8% | +36.5% | +543.3% | +315.9% |
| 1Y | +2,421.5% | +84.8% | +2,336.8% | +845.1% |
| All | +2,581.4% | +145.4% | +2,436.0% | +547.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling